-22.7%
TGT vs PLUG
-91.6%
+68.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.4% |
| 7D | -0.6% | +8.1% | -8.8% | -1.4% |
| 30D | +9.5% | +3.7% | +5.9% | +9.0% |
| 3M | +32.3% | -29.2% | +61.4% | +36.0% |
| 6M | +37.0% | +6.1% | +30.9% | +33.9% |
| YTD | +71.0% | +14.7% | +56.3% | +64.5% |
| 1Y | +85.0% | +56.9% | +28.1% | +68.1% |
| 3Y | +46.8% | -71.6% | +118.4% | +47.2% |
| 5Y | -22.7% | -91.0% | +68.3% | -13.1% |
| All | -22.7% | -91.6% | +68.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling